-98.1%
SLNH vs VT
+214.8%
-312.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.9% | -4.1% | -13.8% | -11.1% |
| 7D | -34.3% | -4.2% | -30.1% | -28.8% |
| 30D | -56.2% | -5.8% | -50.4% | -50.9% |
| 3M | -61.0% | -5.2% | -55.8% | -56.4% |
| 6M | -70.3% | +0.1% | -70.5% | -69.3% |
| YTD | -60.7% | +8.2% | -68.9% | -62.2% |
| 1Y | -86.6% | +10.1% | -96.8% | -87.4% |
| 3Y | -80.3% | +69.7% | -149.9% | -88.7% |
| 5Y | -99.9% | +53.4% | -153.2% | -99.9% |
| All | -98.1% | +214.8% | -312.9% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling